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Optimal test for parameter instability when the unstable process and the error distribution are unknown
Lee, Dong Jin - 2008
Persistent link: https://www.econbiz.de/10003866760
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Essays on optimal tests for parameter instability
Lee, Dong Jin - 2008
Persistent link: https://www.econbiz.de/10011573086
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Optimal tests for parameter breaking process in conditional quantile models
Lee, Dong Jin - In: The Japanese economic review : the journal of the … 71 (2020) 3, pp. 479-510
Persistent link: https://www.econbiz.de/10012304908